Pages that link to "Item:Q1867723"
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The following pages link to Markov chain Monte Carlo methods for stochastic volatility models. (Q1867723):
Displayed 30 items.
- Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach (Q734405) (← links)
- Comparison of MCMC methods for estimating stochastic volatility models (Q816059) (← links)
- Comparing stochastic volatility models through Monte Carlo simulations (Q959262) (← links)
- Iterated importance sampling in missing data problems (Q959418) (← links)
- Improving MCMC, using efficient importance sampling (Q961112) (← links)
- Indirect estimation of \(\alpha \)-stable stochastic volatility models (Q961424) (← links)
- Leverage, heavy-tails and correlated jumps in stochastic volatility models (Q961427) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Auxiliary mixture sampling with applications to logistic models (Q1019983) (← links)
- Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling (Q1023812) (← links)
- Bayesian analysis of stochastic volatility models with mixture-of-normal distributions (Q1025340) (← links)
- Testing for jumps in the stochastic volatility models (Q1025341) (← links)
- Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime (Q1766135) (← links)
- Multivariate stochastic volatility with Bayesian dynamic linear models (Q2474386) (← links)
- Asymptotic properties of particle filter-based maximum likelihood estimators for state space models (Q2476295) (← links)
- The volatility of the instantaneous spot interest rate implied by arbitrage pricing -- a dynamic Bayesian approach (Q2507934) (← links)
- Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques* (Q3156190) (← links)
- Empirical Characteristic Function Estimation and Its Applications (Q3157837) (← links)
- Fitting Stochastic Volatility Models in the Presence of Irregular Sampling via Particle Methods and the EM Algorithm (Q3552853) (← links)
- Bayesian Inference Based on Stationary Fokker-Planck Sampling (Q3568379) (← links)
- Stochastic volatility: Bayesian computation using automatic differentiation and the extended Kalman filter (Q4458366) (← links)
- A PARSIMONIOUS CONTINUOUS TIME MODEL OF EQUITY INDEX RETURNS: INFERRED FROM HIGH FREQUENCY DATA (Q4658676) (← links)
- Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models (Q4677047) (← links)
- NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH (Q5187622) (← links)
- Linear‐representation Based Estimation of Stochastic Volatility Models (Q5430621) (← links)
- Multivariate Stochastic Volatility Models with Correlated Errors (Q5485105) (← links)
- Foreign Exchange Intervention by the Bank of Japan: Bayesian Analysis Using a Bivariate Stochastic Volatility Model (Q5485114) (← links)
- AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY (Q5697633) (← links)
- Adaptive MCMC methods for inference on affine stochastic volatility models with jumps (Q5703228) (← links)
- Bayesian Model Selection for Join Point Regression with Application to Age-Adjusted Cancer Rates (Q5757806) (← links)